CGW Options History — August 2024

In August 2024, CGW traded between $56.69 and $59.83. ATM implied volatility averaged 19.1%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 1.2% (HV 20d: 17.9%). Max pain ranged from $54.00 to $58.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-08-23: Highest Volume — 6 contracts
2024-08-05: Largest IV spike — 57.5% change
2024-08-06: Highest IV Rank — 66.1%
2024-08-06: Largest Expected Move — 6.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$58.52	$56.69	$59.83	$59.09	$59.75
Max Pain	$54.36	$54.00	$58.00	$58.00	$54.00
ATM IV	19.1%	12.8%	36.3%	16.4%	13.9%
Expected Move	4.4%	3.7%	6.5%	4.7%	4.0%
HV 20d	17.9%	15.6%	20.7%	15.6%	16.4%
HV 60d	15.7%	14.3%	16.3%	14.3%	15.2%
IV Rank	24.4%	9.0%	66.1%	17.8%	11.7%
IV Percentile	44.8%	7.1%	99.6%	45.6%	15.9%
Term Structure	-1.0%	-4.5%	9.5%	-3.9%	-2.4%
Skew 25d	1.5%	0.2%	3.0%	0.2%	1.7%
Skew 10d	1.8%	0.4%	3.8%	0.4%	1.2%
Call IV 25d	16.4%	14.0%	23.9%	19.5%	16.3%
Put IV 25d	17.9%	15.6%	26.0%	19.7%	18.0%
Bid-Ask Spread %	130.32	120.35	147.18	147.18	126.45
Gamma HHI	0.27	0.19	0.44	0.25	0.44
Net GEX	3.4K	2.2K	4.5K	3.2K	4.1K
Net DEX	-62.3K	-90.6K	-45.9K	-67.7K	-82.7K
Net VEX	-133	-228	-82	-82	-225
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.591	0	6	0	0
Total OI	18.409	15	27	15	27

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-08-01	$59.09	$58.00	16.4%	4.7%	15.6%	17.8%	0.0%	0.2%	-3.9%	3.2K	-67.7K	-82	147.18	N/A	N/A	0	0	14	1
2024-08-02	$58.58	$58.00	18.7%	5.4%	16.0%	23.4%	0.0%	1.5%	-1.9%	3.2K	-60.0K	-107	141.40	N/A	N/A	0	0	14	1
2024-08-05	$56.69	$54.00	29.5%	5.6%	20.3%	49.5%	0.0%	3.0%	-1.7%	2.8K	-48.9K	-120	132.41	N/A	N/A	0	0	14	1
2024-08-06	$57.40	$54.00	36.3%	6.5%	20.7%	66.1%	0.0%	2.0%	-4.5%	2.6K	-51.8K	-118	144.54	N/A	N/A	0	0	14	1
2024-08-07	$57.25	$54.00	23.3%	4.6%	20.3%	34.5%	0.0%	0.7%	0.9%	3.5K	-52.7K	-108	120.35	N/A	N/A	0	0	14	1
2024-08-08	$57.52	$54.00	30.6%	5.2%	18.3%	52.4%	0.0%	2.4%	-1.2%	3.1K	-52.8K	-109	136.18	N/A	N/A	0	0	14	1
2024-08-09	$57.30	$54.00	23.2%	4.3%	18.1%	34.3%	0.0%	2.1%	1.2%	3.7K	-51.2K	-106	125.83	N/A	N/A	0	1	14	1
2024-08-12	$56.95	$54.00	31.5%	4.3%	18.1%	54.4%	0.0%	1.7%	-0.1%	3.4K	-45.9K	-121	130.37	N/A	N/A	0	0	14	2
2024-08-13	$57.91	$54.00	32.1%	4.0%	18.1%	56.0%	0.0%	2.1%	1.2%	3.7K	-53.7K	-113	126.43	N/A	N/A	0	0	14	2
2024-08-14	$58.08	$54.00	13.7%	3.9%	18.2%	11.1%	0.0%	1.3%	-0.0%	3.8K	-55.6K	-107	129.26	N/A	N/A	0	0	14	2
2024-08-15	$58.47	$54.00	13.2%	3.8%	18.2%	9.9%	0.0%	1.5%	9.5%	3.8K	-59.3K	-99	126.86	N/A	N/A	0	1	14	2
2024-08-16	$58.46	$54.00	14.6%	4.2%	18.1%	13.4%	0.0%	1.2%	-2.1%	3.4K	-57.2K	-108	129.39	N/A	N/A	0	1	14	3
2024-08-19	$58.91	$54.00	13.4%	3.8%	17.6%	10.5%	0.0%	1.1%	-1.6%	2.2K	-55.1K	-109	129.63	N/A	N/A	0	0	13	4
2024-08-20	$58.73	$54.00	13.1%	3.8%	17.7%	9.7%	0.0%	0.9%	-1.6%	2.3K	-54.1K	-108	127.79	N/A	N/A	0	0	13	4
2024-08-21	$59.20	$54.00	13.4%	3.8%	17.5%	10.4%	0.0%	1.8%	-1.2%	2.2K	-56.0K	-107	128.13	N/A	N/A	1	0	13	4
2024-08-22	$58.96	$54.00	13.9%	4.0%	17.6%	11.7%	0.0%	0.4%	-2.4%	2.6K	-58.3K	-119	128.22	N/A	N/A	1	0	14	4
2024-08-23	$59.82	$54.00	12.8%	3.7%	17.5%	9.0%	0.0%	1.9%	-0.4%	2.5K	-68.2K	-122	124.70	N/A	N/A	6	0	15	4
2024-08-26	$59.83	$54.00	13.9%	4.0%	17.5%	11.8%	0.0%	1.5%	-2.3%	4.4K	-90.6K	-192	128.34	N/A	N/A	0	1	21	4
2024-08-27	$59.52	$54.00	14.6%	4.2%	17.5%	13.5%	0.0%	1.3%	-3.0%	4.5K	-82.5K	-215	128.58	N/A	N/A	0	0	21	5
2024-08-28	$59.55	$54.00	13.9%	4.0%	17.1%	11.7%	0.0%	1.4%	-2.4%	4.5K	-83.8K	-212	127.59	N/A	N/A	0	1	21	5
2024-08-29	$59.47	$54.00	14.7%	4.2%	16.7%	13.5%	0.0%	0.8%	-1.6%	4.3K	-81.5K	-228	127.35	N/A	N/A	0	0	21	6
2024-08-30	$59.75	$54.00	13.9%	4.0%	16.4%	11.7%	0.0%	1.7%	-2.4%	4.1K	-82.7K	-225	126.45	N/A	N/A	0	0	21	6